Anic Equity¶

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Total return since start: 0.571 %¶

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Equity now: -----------------------------> 47982.23 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46587.35 Kr¶

PnL: ---------------------------------------> -301.22 Kr¶

DD now: ---------------------------------> -1.332 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 15:06:05.315466'

Anic Portfolio¶

Today¶

Return: 0.944 %¶

This Week¶

Return: 0.944 %¶

Total¶

Return: 57.081 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 2.630000 2866.500000 230.500000 8.740000 2636.000010
Beijer Electronics Group 26 0.330000 3146.000000 175.000000 5.890000 2971.000006
Corem Property Group B 59 5.960000 681.450000 104.450000 18.100000 576.999999
Samhällsbyggnadsbo. i Norden B 20 5.880000 450.000000 95.000000 26.760000 355.000000
HMS Networks 2 1.520000 722.800000 49.800000 7.400000 673.000000
FM Mattsson Mora Group B 50 0.680000 2970.000000 43.000000 1.470000 2927.000000
Samhällsbyggnadsbo. i Norden D 12 4.260000 270.240000 24.240000 9.850000 246.000000
MedCap 2 4.720000 444.000000 23.000000 5.460000 421.000000
Boozt 12 0.360000 1676.400000 22.400000 1.350000 1653.999996
OEM International B 7 2.480000 550.200000 22.200000 4.200000 527.999997
Midsona B 63 2.130000 604.800000 21.800000 3.740000 582.999984
Nordea Bank Abp 29 0.720000 3474.200000 20.200000 0.580000 3453.999992
Coor Service Management Hold. 8 0.440000 548.400000 16.400000 3.080000 532.000000
Intrum 4 1.800000 542.000000 15.000000 2.850000 527.000000
Eastnine 4 -0.320000 504.000000 13.000000 2.650000 491.000000
Norva24 Group 16 0.290000 554.880000 11.880000 2.190000 543.000000
AcadeMedia 12 0.980000 566.880000 9.880000 1.770000 557.000004
Resurs Holding 22 -0.490000 582.120000 8.120000 1.410000 573.999998
Essity A 4 -0.170000 1156.000000 7.000000 0.610000 1149.000000
Essity B 2 0.490000 579.200000 5.200000 0.910000 574.000000
Karnov Group 9 -2.120000 540.000000 4.000000 0.750000 536.000004
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Handelsbanken A 5 0.140000 546.500000 0.500000 0.090000 546.000000
Securitas B 6 0.790000 568.080000 -1.920000 -0.340000 570.000000
Swedbank A 3 0.160000 561.900000 -2.100000 -0.370000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.370000 559.650000 -2.350000 -0.420000 562.000005
CTEK 13 2.280000 529.750000 -4.250000 -0.800000 533.999999
SAAB B 8 2.070000 3350.400000 -26.600000 -0.790000 3377.000000
Sampo Oyj SDB 7 0.840000 3794.000000 -56.000000 -1.450000 3850.000000
International Petroleum Corp. 5 2.790000 535.000000 -59.570000 -10.020000 594.565215
Vivesto 1368 2.560000 547.200000 -65.800000 -10.730000 612.999432
OX2 18 -1.470000 1512.000000 -152.000000 -9.130000 1663.999992
Axfood 13 0.620000 3577.600000 -178.400000 -4.750000 3756.000001
Ovzon 52 2.600000 3073.200000 -288.800000 -8.590000 3361.999992
Fasadgruppen Group 35 -1.210000 3423.000000 -388.000000 -10.180000 3810.999990
TOTAL 46587.350000 -301.220000 -1.33181% 46888.564618

Updated:¶

'2023-01-16 15:06:17.899599'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶